BOOKS by Jim Gatheral

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The Volatility Surface: A Practitioner's Guide more books like this

by Jim Gatheral, Nassim Nicholas Taleb, PH.D., MBA (Foreword by)

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Praise for "The Volatility Surface": 'I'm thrilled by the appearance of Jim Gatheral's new book "The Volatility Surface". The literature on stochastic volatility is vast, but difficult to penetrate and use. Gatheral's book, by contrast, is accessible and practical. It successfully charts a middle ground between specific examples and general models ...

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